Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule 0 0 0 61 5 6 8 53
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 0 0 69 2 4 5 29
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 32 2 3 4 58
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 1 2 5 94
The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification 0 0 0 42 2 9 13 135
Total Working Papers 0 0 0 232 12 24 35 369

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS 1 1 1 4 2 4 7 21
A New Bispectral Test for NonLinear Serial Dependence 0 0 1 35 1 1 6 212
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 8 1 3 4 78
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 14 0 1 3 71
A Simple Test for Regression Parameter Instability 0 0 0 0 0 1 4 301
A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule 0 0 0 4 3 4 4 34
A new technique for postsample model selection and validation 0 0 0 28 1 2 4 162
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 1 1 5 97
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 4 17 21 1,392
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 1 1 1 3 12
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 0 18 0 1 2 67
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 3 3 4 58
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 4 1 3 4 40
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 0 2 6 214
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 26 1 3 6 72
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 1 5 7 89
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 0 65 4 5 9 317
Further Results on Inventories and Price Stickiness 0 0 0 15 1 3 6 110
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 16 3 3 6 81
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 1 1 2 161
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 72 3 4 7 467
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 0 3 274
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 0 2 1 2 6 9
On the Granger causality between median inflation and price dispersion 0 0 0 17 2 5 7 86
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 2 4 6 158
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 1 4 5 54
On the relative worth of recent macroeconomic forecasts 0 0 0 69 2 2 4 181
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 1 2 4 42
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 9 0 3 4 50
Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples 0 0 0 14 0 2 9 96
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 1 18 2 4 9 75
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 1 5 227
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 54 0 4 6 344
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 0 0 11 2 5 9 92
Time series analysis of residuals from the St. Louis model 0 0 0 29 2 3 6 148
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 0 5 105 1 2 12 304
Wages and profits: A comment 0 0 0 2 0 0 2 42
Total Journal Articles 1 1 8 1,223 48 111 217 6,238

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Statistics updated 2026-01-09